PREVIEW / futures_5min / 2018-07-11

all futures 5-min files

  file:    by_date/futures_5min/2018/2018-07-11.parquet
  size:    257 KB
  rows:    15,821

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2018-07-11 00:00:00	ES	Futures	3029.01	3029.83	3028.74	3029.01	374.0
2018-07-11 00:05:00	ES	Futures	3029.28	3030.64	3029.01	3030.1	618.0
2018-07-11 00:10:00	ES	Futures	3030.1	3030.37	3029.55	3029.83	323.0
2018-07-11 00:15:00	ES	Futures	3030.1	3030.37	3027.37	3027.92	843.0
2018-07-11 00:20:00	ES	Futures	3027.92	3028.46	3027.37	3028.46	510.0
2018-07-11 00:25:00	ES	Futures	3028.46	3029.55	3028.46	3029.01	458.0
2018-07-11 00:30:00	ES	Futures	3029.01	3029.55	3028.19	3029.28	397.0
2018-07-11 00:35:00	ES	Futures	3029.01	3029.28	3028.74	3029.01	120.0
2018-07-11 00:40:00	ES	Futures	3029.01	3029.01	3026.83	3027.1	800.0
2018-07-11 00:45:00	ES	Futures	3027.1	3027.37	3026.56	3027.37	350.0
2018-07-11 00:50:00	ES	Futures	3027.37	3028.46	3027.1	3028.46	208.0
2018-07-11 00:55:00	ES	Futures	3028.46	3028.46	3026.83	3026.83	188.0
2018-07-11 01:00:00	ES	Futures	3026.83	3027.1	3025.47	3025.47	996.0
2018-07-11 01:05:00	ES	Futures	3025.47	3026.56	3025.47	3025.74	421.0
2018-07-11 01:10:00	ES	Futures	3025.74	3027.65	3025.74	3026.01	974.0
2018-07-11 01:15:00	ES	Futures	3026.28	3026.56	3026.01	3026.28	298.0
2018-07-11 01:20:00	ES	Futures	3026.28	3027.1	3026.28	3026.83	278.0
2018-07-11 01:25:00	ES	Futures	3026.83	3027.65	3026.56	3027.37	358.0
2018-07-11 01:30:00	ES	Futures	3027.37	3028.46	3027.37	3028.19	892.0
2018-07-11 01:35:00	ES	Futures	3027.92	3028.19	3026.83	3027.37	277.0
2018-07-11 01:40:00	ES	Futures	3027.1	3027.65	3026.56	3027.37	353.0
2018-07-11 01:45:00	ES	Futures	3027.37	3028.46	3027.37	3027.65	621.0
2018-07-11 01:50:00	ES	Futures	3027.65	3027.92	3025.47	3026.56	1070.0
2018-07-11 01:55:00	ES	Futures	3026.28	3026.28	3024.65	3025.19	1459.0
2018-07-11 02:00:00	ES	Futures	3025.19	3025.74	3024.65	3025.19	1613.0
2018-07-11 02:05:00	ES	Futures	3025.19	3026.28	3024.92	3024.92	1321.0
2018-07-11 02:10:00	ES	Futures	3024.65	3025.19	3023.83	3024.38	1525.0
2018-07-11 02:15:00	ES	Futures	3024.1	3025.47	3023.56	3023.83	1367.0
2018-07-11 02:20:00	ES	Futures	3023.83	3025.19	3023.83	3025.19	564.0
2018-07-11 02:25:00	ES	Futures	3025.19	3026.83	3025.19	3026.01	1508.0
2018-07-11 02:30:00	ES	Futures	3026.01	3026.28	3025.47	3026.28	893.0
2018-07-11 02:35:00	ES	Futures	3026.28	3026.28	3025.19	3025.19	503.0
2018-07-11 02:40:00	ES	Futures	3024.92	3026.01	3023.83	3026.01	1251.0
2018-07-11 02:45:00	ES	Futures	3025.74	3027.37	3025.74	3026.28	1256.0
2018-07-11 02:50:00	ES	Futures	3026.28	3026.28	3024.38	3024.65	634.0
2018-07-11 02:55:00	ES	Futures	3024.65	3024.92	3022.47	3023.01	2072.0
2018-07-11 03:00:00	ES	Futures	3023.29	3025.19	3022.74	3024.65	2570.0
2018-07-11 03:05:00	ES	Futures	3024.65	3025.19	3023.01	3023.01	1536.0
2018-07-11 03:10:00	ES	Futures	3022.74	3023.01	3019.47	3019.74	4017.0
2018-07-11 03:15:00	ES	Futures	3019.47	3020.83	3018.38	3019.2	6664.0
2018-07-11 03:20:00	ES	Futures	3019.2	3021.38	3018.65	3021.38	2189.0
2018-07-11 03:25:00	ES	Futures	3021.11	3022.2	3020.83	3021.38	1335.0
2018-07-11 03:30:00	ES	Futures	3021.38	3021.92	3020.29	3021.38	874.0
2018-07-11 03:35:00	ES	Futures	3021.65	3023.56	3021.38	3022.2	1985.0
2018-07-11 03:40:00	ES	Futures	3022.47	3024.1	3022.2	3023.29	1161.0
2018-07-11 03:45:00	ES	Futures	3023.29	3023.56	3021.65	3021.92	1105.0
2018-07-11 03:50:00	ES	Futures	3021.92	3022.2	3021.11	3021.65	869.0
2018-07-11 03:55:00	ES	Futures	3021.92	3023.29	3021.65	3021.92	1597.0
2018-07-11 04:00:00	ES	Futures	3021.65	3024.38	3021.11	3024.1	1607.0
2018-07-11 04:05:00	ES	Futures	3023.83	3024.1	3021.92	3023.29	2155.0

> showing 50 of 15,821 rows — these rows as CSV

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